Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49741.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45679.8 Kr¶

PnL: ---------------------------------------> 623.8 Kr¶

DD now: ---------------------------------> -6.362 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 17:08:58.973333'

Anic Portfolio¶

Today¶

Return: 1.775 %¶

This Week¶

Return: 0.888 %¶

Total portfolio value¶

Return including deposits: 62.839 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.410000 1667.610000 198.610000 13.520000 1468.999998
Orrön Energy 180 6.560000 2191.500000 148.500000 7.270000 2043.000000
Sedana Medical 93 3.770000 2665.380000 144.380000 5.730000 2521.000011
Atrium Ljungberg B 5 4.410000 994.500000 59.500000 6.360000 935.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
VEF 909 4.800000 1905.260000 55.260000 2.990000 1850.000436
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Catena 2 4.130000 836.400000 44.400000 5.610000 792.000000
JM 6 3.420000 907.800000 43.800000 5.070000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.300000 1000.080000 33.080000 3.420000 966.999996
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Biotage 7 1.630000 958.300000 17.300000 1.840000 940.999997
Byggmax Group 33 1.730000 969.540000 13.540000 1.420000 956.000001
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
Bilia A 8 1.420000 912.800000 12.800000 1.420000 900.000000
Clas Ohlson B 12 0.860000 982.800000 9.800000 1.010000 972.999996
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
EQT 4 1.060000 836.800000 4.800000 0.580000 832.000000
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
AcadeMedia 8 1.000000 404.800000 2.800000 0.700000 402.000000
ASSA ABLOY B 3 0.560000 780.150000 1.150000 0.150000 779.000001
Nordic Waterproofing Holding 7 1.340000 956.200000 -10.800000 -1.120000 966.999999
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Hexagon B 26 1.460000 3439.800000 -21.200000 -0.610000 3461.000010
Addnode Group B 11 -0.180000 899.800000 -21.200000 -2.300000 921.000003
SKF B 5 -1.450000 918.500000 -21.500000 -2.290000 940.000000
Vitec Software Group B 2 2.020000 1063.000000 -24.000000 -2.210000 1087.000000
Indutrade 5 2.540000 1190.500000 -27.500000 -2.260000 1218.000000
Latour B 4 -0.150000 816.800000 -40.200000 -4.690000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45679.800000 623.800000 -6.36167% 45056.000411

Updated:¶

'2023-07-04 17:09:16.207688'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶